An intraweek seasonality in the implied volatilities of T-bond and T-note options
Joel N. Morse
| Year of publication: |
1990
|
|---|---|
| Authors: | Morse, Joel N. |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 1.1990, 4, p. 303-312
|
| Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Börsenkurs | Share price | USA | United States | 1986-1988 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001108479